+315.7%
XOM vs CAPR
-99.1%
+414.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | +1.8% | -2.0% | +3.7% | +1.8% |
| 30D | +5.9% | +139.2% | -133.3% | +4.5% |
| 3M | +5.6% | -66.4% | +71.9% | +6.1% |
| 6M | +7.9% | -63.1% | +71.0% | +8.1% |
| YTD | +35.2% | -67.4% | +102.6% | +35.6% |
| 1Y | +46.0% | +58.2% | -12.3% | +39.5% |
| 3Y | +55.0% | +42.2% | +12.8% | +45.6% |
| 5Y | +246.3% | +87.3% | +159.1% | +221.6% |
| 10Y | +181.0% | -75.3% | +256.2% | +151.3% |
| All | +315.7% | -99.1% | +414.7% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling